arXiv subjects

Jennifer A. Hoeting

Publications and source records attributed to Jennifer A. Hoeting.

7 recordsLinked to original sources

arXiv2019

Approximate Bayesian Inference via Sparse grid Quadrature Evaluation for Hierarchical Models

We combine conditioning techniques with sparse grid quadrature rules to develop a computationally efficient method to approximate marginal, but not necessarily univariate, posterior quantities, yielding approximate Bayesian inference via Sparse grid Quadrature Evaluation (BISQuE) for hierarchical models. BISQuE reformulates posterior quantities as weighted integrals of conditional quantities, such as densities and expectations. Sparse grid quadrature rules allow computationally efficient approximation of high dimensional integrals, which appear in hierarchical models with many hyperparameters. BISQuE reduces computational effort relative to standard, Markov chain Monte Carlo methods by at least two orders of magnitude on several applied and illustrative models. We also briefly discuss using BISQuE to apply Integrated Nested Laplace Approximations (INLA) to models with more hyperparameters than is currently practical.

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arXiv2018

Improved return level estimation via a weighted likelihood, latent spatial extremes model

Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce uncertainty by exploiting spatial dependence in statistical characteristics of extreme events to borrow strength across locations. However, these estimates can have poor properties due to model misspecification: many latent spatial extremes models do not account for extremal dependence, which is spatial dependence in the extreme events themselves. We improve estimates from latent spatial extremes models that make conditional independence assumptions by proposing a weighted likelihood that uses the extremal coefficient to incorporate information about extremal dependence during estimation. This approach differs from, and is simpler than, directly modeling the spatial extremal dependence; for example, by fitting a max-stable process, which is challenging to fit to real, large datasets. We adopt a hierarchical Bayesian framework for inference, use simulation to show the weighted model provides improved estimates of high quantiles, and apply our model to improve return level estimates for Colorado rainfall events with 1% annual exceedance probability.

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arXiv2018

Remote effects spatial process models for modeling teleconnections

While most spatial data can be modeled with the assumption that distant points are uncorrelated, some problems require dependence at both far and short distances. We introduce a model to directly incorporate dependence in phenomena that influence a distant response. Spatial climate problems often have such modeling needs as data are influenced by local factors in addition to remote phenomena, known as teleconnections. Teleconnections arise from complex interactions between the atmosphere and ocean, of which the El Nino--Southern Oscillation teleconnection is a well-known example. Our model extends the standard geostatistical modeling framework to account for effects of covariates observed on a spatially remote domain. We frame our model as an extension of spatially varying coefficient models. Connections to existing methods are highlighted and further modeling needs are addressed by additionally drawing on spatial basis functions and predictive processes. Notably, our approach allows users to model teleconnected data without pre-specifying teleconnection indices, which other methods often require. We adopt a hierarchical Bayesian framework to conduct inference and make predictions. The method is demonstrated by predicting precipitation in Colorado while accounting for local factors and teleconnection effects with Pacific Ocean sea surface temperatures. We show how the proposed model improves upon standard methods for estimating teleconnection effects and discuss its utility for climate applications.

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arXiv2015

A Review of Nonparametric Hypothesis Tests of Isotropy Properties in Spatial Data

An important aspect of modeling spatially-referenced data is appropriately specifying the covariance function of the random field. A practitioner working with spatial data is presented a number of choices regarding the structure of the dependence between observations. One of these choices is determining whether or not an isotropic covariance function is appropriate. Isotropy implies that spatial dependence does not depend on the direction of the spatial separation between sampling locations. Misspecification of isotropy properties (directional dependence) can lead to misleading inferences, e.g., inaccurate predictions and parameter estimates. A researcher may use graphical diagnostics, such as directional sample variograms, to decide whether the assumption of isotropy is reasonable. These graphical techniques can be difficult to assess, open to subjective interpretations, and misleading. Hypothesis tests of the assumption of isotropy may be more desirable. To this end, a number of tests of directional dependence have been developed using both the spatial and spectral representations of random fields. We provide an overview of nonparametric methods available to test the hypotheses of isotropy and symmetry in spatial data. We summarize test properties, discuss important considerations and recommendations in choosing and implementing a test, compare several of the methods via a simulation study, and propose a number of open research questions. Several of the reviewed methods can be implemented in R using our package spTest, available on CRAN.

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arXiv2015

Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic

We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on experience or subjective judgment. Due to the complex or intractable likelihood in most dynamical models, likelihood-based approaches for model selection are not suitable. We use approximate Bayesian computation for parameter estimation and model selection to gain further understanding of the dynamics of two epidemics of chronic wasting disease in mule deer. The main novel contribution of this work is that under a hierarchical model framework we compare three types of dynamical models: ordinary differential equation, continuous time Markov chain, and stochastic differential equation models. To our knowledge model selection between these types of models has not appeared previously. Since the practice of incorporating dynamical models into data models is becoming more common, the proposed approach may be very useful in a variety of applications.

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arXiv2015

A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally unknown. We propose an importance sampling approach with an auxiliary parameter when the transition density is unknown. We embed the auxiliary importance sampler in a penalized maximum likelihood framework which produces more accurate and computationally efficient parameter estimates. Simulation studies in three different models illustrate promising improvements of the new penalized simulated maximum likelihood method. The new procedure is designed for the challenging case when some state variables are unobserved and moreover, observed states are sparse over time, which commonly arises in ecological studies. We apply this new approach to two epidemics of chronic wasting disease in mule deer.

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arXiv2013

Multilevel latent Gaussian process model for mixed discrete and continuous multivariate response data

We propose a Bayesian model for mixed ordinal and continuous multivariate data to evaluate a latent spatial Gaussian process. Our proposed model can be used in many contexts where mixed continuous and discrete multivariate responses are observed in an effort to quantify an unobservable continuous measurement. In our example, the latent, or unobservable measurement is wetland condition. While predicted values of the latent wetland condition variable produced by the model at each location do not hold any intrinsic value, the relative magnitudes of the wetland condition values are of interest. In addition, by including point-referenced covariates in the model, we are able to make predictions at new locations for both the latent random variable and the multivariate response. Lastly, the model produces ranks of the multivariate responses in relation to the unobserved latent random field. This is an important result as it allows us to determine which response variables are most closely correlated with the latent variable. Our approach offers an alternative to traditional indices based on best professional judgment that are frequently used in ecology. We apply our model to assess wetland condition in the North Platte and Rio Grande River Basins in Colorado. The model facilitates a comparison of wetland condition at multiple locations and ranks the importance of in-field measurements.

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